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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+5.02%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$47.4B
AUM Growth
+$2.21B
Cap. Flow
+$738M
Cap. Flow %
1.56%
Top 10 Hldgs %
12.24%
Holding
4,128
New
300
Increased
2,047
Reduced
1,599
Closed
129

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$184M
2
IWL icon
iShares Russell Top 200 ETF
IWL
+$84.4M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$61.1M
4
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
+$45.7M
5
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$41.1M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$197M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$119M
3
KMP
KINDER MORGAN ENER PNTRS L.P.
KMP
+$78M
4
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$33M
5
FXH icon
First Trust Health Care AlphaDEX Fund
FXH
+$33M

Sector Composition

Rank Sector Weight
1 Financials 13.72%
2 Technology 12.92%
3 Healthcare 12.32%
4 Industrials 9.35%
5 Consumer Discretionary 7.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CCEP icon
351
Coca-Cola Europacific Partners
CCEP
$46.5B
$27.2M 0.06%
615,904
-73,226
-11% -$3.16M
FTI icon
352
TechnipFMC
FTI
$30.6B
$27.1M 0.06%
776,974
-30,711
-4% -$1.16M
APA icon
353
APA Corp
APA
$12.8B
$27M 0.06%
430,654
-121,153
-22% -$8.62M
CHD icon
354
Church & Dwight Co
CHD
$23.1B
$27M 0.06%
684,908
-9,550
-1% -$353K
VTRS icon
355
Viatris
VTRS
$20.1B
$27M 0.06%
478,770
+25,093
+6% +$1.35M
PLL
356
DELISTED
PALL CORP
PLL
$26.9M 0.06%
265,383
-10,980
-4% -$1.01M
MSI icon
357
Motorola Solutions
MSI
$69.4B
$26.8M 0.06%
399,344
-20,795
-5% -$1.33M
EQIX icon
358
Equinix
EQIX
$107B
$26.6M 0.06%
117,495
+30,698
+35% +$6.64M
ORLY icon
359
O'Reilly Automotive
ORLY
$72.4B
$26.5M 0.06%
2,067,330
+204,915
+11% +$2.4M
PFG icon
360
Principal Financial Group
PFG
$23.6B
$26.5M 0.06%
510,788
-42,639
-8% -$2.21M
VNO icon
361
Vornado Realty Trust
VNO
$7.47B
$26.4M 0.06%
306,404
+19,650
+7% +$1.57M
WEC icon
362
WEC Energy
WEC
$37.7B
$26.3M 0.06%
498,376
+17,247
+4% +$846K
ANSS
363
DELISTED
Ansys
ANSS
$26.2M 0.06%
320,029
+3,701
+1% +$293K
AEE icon
364
Ameren
AEE
$31.5B
$26.2M 0.06%
568,410
+25,124
+5% +$1.07M
TNL icon
365
Travel + Leisure Co
TNL
$4.54B
$26.2M 0.06%
676,264
-53,561
-7% -$1.94M
TGNA
366
DELISTED
TEGNA Inc
TGNA
$26.1M 0.06%
1,564,685
-44,849
-3% -$722K
FMX icon
367
Fomento Económico Mexicano
FMX
$43.3B
$25.9M 0.05%
294,740
-1,041
-0.4% -$95.3K
XL
368
DELISTED
XL Group Ltd.
XL
$25.9M 0.05%
753,628
+39,679
+6% +$1.35M
CCL icon
369
Carnival Corporation Ltd
CCL
$36.1B
$25.8M 0.05%
569,600
-35,076
-6% -$1.43M
K
370
DELISTED
Kellanova
K
$25.8M 0.05%
420,197
-37,117
-8% -$2.23M
VRSN icon
371
VeriSign
VRSN
$25.3B
$25.4M 0.05%
445,435
+9,167
+2% +$529K
MELI icon
372
Mercado Libre
MELI
$91.3B
$25.2M 0.05%
197,206
-18,365
-9% -$2.32M
BRCM
373
DELISTED
BROADCOM CORP CL-A
BRCM
$25.1M 0.05%
578,327
+49,332
+9% +$2.02M
DOC icon
374
Healthpeak Properties
DOC
$15.4B
$24.8M 0.05%
619,505
+56,043
+10% +$2.22M
CVD
375
DELISTED
COVANCE INC.
CVD
$24.8M 0.05%
238,538
-46,387
-16% -$4.35M
13 14
15
16 17

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MCM
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Parametric Portfolio Associates's Q4 2014 Portfolio in Review

As of Q4 2014, Parametric Portfolio Associates held 4,128 positions worth $47.4B, up 4.9% from $45.2B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates's Q4 2014 filing shows 300 new, 2,047 increased, 1,599 reduced and 129 closed positions. Its largest new stake was iShares Russell Top 200 ETF: 1,844,325 shares worth $87M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $197M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q4 2014 buy was iShares Russell Top 200 ETF: 1,844,325 shares worth $87M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2014, an estimated $184M increase.
  • Parametric Portfolio Associates's biggest Q4 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $197M.
  • Parametric Portfolio Associates fully exited KINDER MORGAN ENER PNTRS L.P. in Q4 2014, selling an estimated $78M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $47.4B portfolio in Q4 2014.
  • Parametric Portfolio Associates opened 300 new positions and closed 129 in Q4 2014.
  • Parametric Portfolio Associates's portfolio value rose 4.9% quarter-over-quarter to $47.4B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2014, filed 11 Feb 2015.